CME Pit-Traded Corn Future March 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
651-0 |
648-0 |
-3-0 |
-0.5% |
661-0 |
| High |
652-2 |
649-4 |
-2-6 |
-0.4% |
664-0 |
| Low |
640-0 |
643-0 |
3-0 |
0.5% |
640-0 |
| Close |
643-4 |
643-4 |
0-0 |
0.0% |
643-4 |
| Range |
12-2 |
6-4 |
-5-6 |
-46.9% |
24-0 |
| ATR |
13-0 |
12-5 |
-0-4 |
-3.6% |
0-0 |
| Volume |
186,617 |
139,982 |
-46,635 |
-25.0% |
621,517 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
664-7 |
660-5 |
647-1 |
|
| R3 |
658-3 |
654-1 |
645-2 |
|
| R2 |
651-7 |
651-7 |
644-6 |
|
| R1 |
647-5 |
647-5 |
644-1 |
646-4 |
| PP |
645-3 |
645-3 |
645-3 |
644-6 |
| S1 |
641-1 |
641-1 |
642-7 |
640-0 |
| S2 |
638-7 |
638-7 |
642-2 |
|
| S3 |
632-3 |
634-5 |
641-6 |
|
| S4 |
625-7 |
628-1 |
639-7 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
721-1 |
706-3 |
656-6 |
|
| R3 |
697-1 |
682-3 |
650-1 |
|
| R2 |
673-1 |
673-1 |
647-7 |
|
| R1 |
658-3 |
658-3 |
645-6 |
653-6 |
| PP |
649-1 |
649-1 |
649-1 |
646-7 |
| S1 |
634-3 |
634-3 |
641-2 |
629-6 |
| S2 |
625-1 |
625-1 |
639-1 |
|
| S3 |
601-1 |
610-3 |
636-7 |
|
| S4 |
577-1 |
586-3 |
630-2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
664-0 |
640-0 |
24-0 |
3.7% |
8-1 |
1.3% |
15% |
False |
False |
142,387 |
| 10 |
664-0 |
615-0 |
49-0 |
7.6% |
9-0 |
1.4% |
58% |
False |
False |
121,186 |
| 20 |
664-0 |
560-0 |
104-0 |
16.2% |
11-1 |
1.7% |
80% |
False |
False |
123,909 |
| 40 |
668-4 |
560-0 |
108-4 |
16.9% |
11-4 |
1.8% |
77% |
False |
False |
131,172 |
| 60 |
674-0 |
560-0 |
114-0 |
17.7% |
11-4 |
1.8% |
73% |
False |
False |
106,687 |
| 80 |
740-0 |
560-0 |
180-0 |
28.0% |
12-1 |
1.9% |
46% |
False |
False |
89,684 |
| 100 |
788-0 |
560-0 |
228-0 |
35.4% |
12-2 |
1.9% |
37% |
False |
False |
76,870 |
| 120 |
788-0 |
560-0 |
228-0 |
35.4% |
12-0 |
1.9% |
37% |
False |
False |
67,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
677-1 |
|
2.618 |
666-4 |
|
1.618 |
660-0 |
|
1.000 |
656-0 |
|
0.618 |
653-4 |
|
HIGH |
649-4 |
|
0.618 |
647-0 |
|
0.500 |
646-2 |
|
0.382 |
645-4 |
|
LOW |
643-0 |
|
0.618 |
639-0 |
|
1.000 |
636-4 |
|
1.618 |
632-4 |
|
2.618 |
626-0 |
|
4.250 |
615-3 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
646-2 |
649-6 |
| PP |
645-3 |
647-5 |
| S1 |
644-3 |
645-5 |
|